Soc. Generale Call 6 RR/ 20.12.2024
/ DE000SY1M9A2
Soc. Generale Call 6 RR/ 20.12.20.../ DE000SY1M9A2 /
| 12/09/2024 13:16:15 |
Chg.+0.010 |
Bid12/09/2024 |
Ask12/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+10.00% |
0.110
Bid Size: 90,000 |
0.130
Ask Size: 90,000 |
Rolls-Royce Holdings... |
6.00 GBP |
20/12/2024 |
Call |
Master data
| WKN: |
SY1M9A |
| Issuer: |
Société Générale |
| Currency: |
EUR |
| Underlying: |
Rolls-Royce Holdings PLC ORD SHS 20P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6.00 GBP |
| Maturity: |
20/12/2024 |
| Issue date: |
12/06/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.08 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.36 |
| Parity: |
-1.40 |
| Time value: |
0.13 |
| Break-even: |
7.24 |
| Moneyness: |
0.80 |
| Premium: |
0.27 |
| Premium p.a.: |
1.41 |
| Spread abs.: |
0.02 |
| Spread %: |
18.18% |
| Delta: |
0.20 |
| Theta: |
0.00 |
| Omega: |
8.87 |
| Rho: |
0.00 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.100 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.00% |
| 1 Month |
|
|
-35.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.088 |
| 1M High / 1M Low: |
0.190 |
0.088 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.096 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.144 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
183.90% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
